Why won't smoke appear?
I see in the file that you have more than one smoke emitting objects, there's a separate cylinder under the wheel

Try to 


enable for the domain both "adaptive domain" and "high resolution" (with "show high resolution" to see it in the viewport)





set lower density for all the smoke objects, since they are pretty dense (unapplied screw modifier helps in this respect) in the example below I also changed smoke color to see better...




Since smoke simulation is a difficult topic in itself, I suggest to experiment with a simpler geometry before, and since your scene has complex geometry, you could also "fake" the result emitting smoke from a simpler (but invisible) object, in the end. 

Remember, CG you see in the movies is very much about cheating...